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I’ve had the Steamdeck for a couple of weeks now. I have a few different thoughts about it. Mostly, it’s cool as hell, but only if you like messing with hardware and software.
I happen to love messing with hardware and software. I dig into some flavor of Linux about once a year. Not enough to remember everything, but just enough that I know I can usually fix what I break. If any piece of hardware has some sort of secret menu or hidden configuration, I will probably try to get into it. If, for example, my TV had a hidden menu, I would fiddle with it. It did, and I have.
It’s not that the steamdeck has a lot of secret stuff built into it. There is all sorts of hidden stuff, but it’s not really secret. It has a standard Linux desktop tucked neatly under the veneer of a user-friendly, steam only, interface. Dropping into desktop mode is pretty trivial, but if you aren’t used to that sort of thing, it might be like getting access to a vast trove of power you weren’t ready for.
Just like any Linux PC, you can install a lot of extra, non-steam stuff. Mostly that means emulators. And boy, does this unit ever run emulators.
I have probably played more SNES, Genesis, Dreamcast, Gamecube, PS2, and arcade games on it than modern games at this point. It’s an amazing Rocket League and HardSpace Shipbreaker device, of course, but it plays a mean game of Street Figher 3 as well. 
Setting up emulators and other games on it is as simple as using any Linux based PC. Mostly, you just download and launch them. Not much to it. At least not much to it if you like doing that sort of thing.
I have had an issue getting some of the controls to work properly with Dark Souls 3. You can configure almost everything on the steamdeck, but that doesn’t mean that it will work flawlessly. It works pretty well, but, like any PC, it has quirks. Sometimes things just won’t work the first time, so you will have to dig in and adjust some settings or tweak config files. The battery life isn’t great, but it’s probably adequate for most uses. With all these caveats, it might not be right for the person who wants a console like experience. For me, it’s fantastic.
I haven’t set everything up on it yet, but so far I really like it. If you enjoy fiddling around with technology, a Steamdeck is a pretty neat toy.